Your file may be in a folder called 'individually shared files', in which case doing direct connect will not work. Your friends will instead have to do a general search for it under 'All Files'. Make sure that you have not requested that the file is not to be shared. Right-click on the file and if one of the options is 'Share file', then click on that. Is the oval with a number in it red or green? If red, then you're not sharing any files at all.